Anic Equity¶

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Total return since start: 0.699 %¶

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Equity now: -----------------------------> 51894.11 Kr¶

Max Equity ever reached: ------------> 51912.9 Kr¶

Portfolio value: --------------------------> 48695.35 Kr¶

PnL: ---------------------------------------> -392.22 Kr¶

DD now: ---------------------------------> -0.036 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 09:07:12.346166'

Anic Portfolio¶

This Week¶

Return: 8.862 %¶

Total¶

Return: 69.381 %¶

Benchmark comparison TODAY¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 0.000000 782.000000 109.000000 16.200000 673.000000
Nordea Bank Abp 29 0.200000 3542.060000 88.060000 2.550000 3453.999992
HEBA B 70 -0.260000 2716.000000 80.000000 3.030000 2636.000010
Swedbank A 3 1.830000 601.800000 37.800000 6.700000 564.000000
MedCap 2 -1.730000 455.000000 34.000000 8.080000 421.000000
AcadeMedia 12 -0.730000 590.160000 33.160000 5.950000 557.000004
SAAB B 8 -0.510000 3409.600000 32.600000 0.970000 3377.000000
Resurs Holding 22 -0.540000 605.660000 31.660000 5.520000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -0.730000 380.300000 25.300000 7.130000 355.000000
OEM International B 7 0.000000 548.800000 20.800000 3.940000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
Intrum 4 0.330000 541.200000 14.200000 2.690000 527.000000
Eastnine 4 0.000000 504.000000 13.000000 2.650000 491.000000
Norva24 Group 16 0.000000 555.200000 12.200000 2.250000 543.000000
Midsona B 63 -0.420000 592.830000 9.830000 1.690000 582.999984
Securitas B 6 0.000000 579.120000 9.120000 1.600000 570.000000
Karnov Group 9 0.000000 543.600000 7.600000 1.420000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.290000 246.000000 0.000000 0.000000 246.000000
Handelsbanken A 5 0.460000 545.750000 -0.250000 -0.050000 546.000000
Creaspac SPAC 6 -0.620000 576.600000 -0.400000 -0.070000 577.000002
Corem Property Group B 59 -1.120000 574.950000 -2.050000 -0.360000 576.999999
Coor Service Management Hold. 8 -0.530000 528.400000 -3.600000 -0.680000 532.000000
Boozt 12 -0.510000 1636.800000 -17.200000 -1.040000 1653.999996
Essity B 2 -0.150000 549.200000 -24.800000 -4.320000 574.000000
Fasadgruppen Group 38 0.000000 4111.600000 -29.400000 -0.710000 4140.999992
International Petroleum Corp. 5 -1.840000 560.000000 -34.570000 -5.810000 594.565215
Sampo Oyj SDB 7 -0.460000 3815.000000 -35.000000 -0.910000 3850.000000
CTEK 13 -2.050000 496.080000 -37.920000 -7.100000 533.999999
Essity A 4 -0.180000 1106.000000 -43.000000 -3.740000 1149.000000
Vivesto 1368 -0.050000 567.450000 -45.550000 -7.430000 612.999432
Beijer Electronics Group 27 -0.890000 3013.200000 -70.800000 -2.300000 3083.999994
OX2 22 0.250000 1786.400000 -202.600000 -10.190000 1989.000002
Axfood 15 -0.040000 4044.000000 -256.000000 -5.950000 4300.000005
Ovzon 64 0.000000 3456.000000 -540.000000 -13.510000 3996.000000
TOTAL 48540.260000 -547.310000 -0.33437% 49087.564636

Updated:¶

'2023-01-31 09:06:41.816980'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶